See what your fund actually adds
Janus Henderson Small Cap Growth Alpha ETF JSML
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JSML | Replication |
|---|---|---|
| Annualized growth | 6.7% | 5.9% |
| Annualized volatility | 22.7% | 20.6% |
| Sharpe ratio | 0.40 | 0.38 |
| Maximum drawdown | 36.6% | 32.0% |
| Replication fit (R²) | 0.90 · Tracking error 7.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model JSML’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBK | Small-Cap · Growth | 52.0% |
| IJR | US Small Cap | 33.2% |
| IWC | Micro Cap | 10.1% |
| XLK | Sector · Technology | 4.7% |